You can create controls using a Control Array. For example, place a CommandButton on a form, with the Index property set to 0. This code will loop through and create 20 command buttons.

Code:
Private Sub Form_Initialize()

For i = 1 To 20
Load Command1(i)
Command1(i).Move 0, 0 + (480 * i)
Command1(i).Visible = True
Next i

End Sub
If you would like to create them from scratch, I know there is a method to do it, but it can only be done in VB6
I do not know the syntax for it either.